Docstrings

RCDAlg(sub_alg)

Random coordinate descent meta-algorithm. Each iteration selects a random subset of the coordinates and solves the subproblem over those coordinates with sub_alg, keeping the remaining coordinates fixed. sub_alg can be any AbstractOptimizer from the Nonconvex ecosystem.

RCDOptions(; kwargs...)

Options of the random coordinate descent meta-algorithm. The fields are:

• maxiter: the maximum number of outer iterations.
• fraction: the fraction of coordinates updated in each iteration. Ignored when ncoords is set.
• ncoords: the number of coordinates updated in each iteration. When nothing, fraction is used.
• sub_options: the options passed to the sub-solver. When nothing, the sub-solver's default options are used.
• verbose: whether to print the objective in every iteration.

rcd_submodel(model, x, coords)

Builds a VecModel over the selected coordinates coords with the other coordinates of x substituted in the objective and constraints.